Chapter 5

Multiple Random Variables

Abstract

This chapter deals with multiple random variables including the joint cumulative distribution function of bivariate random variables, conditional distributions, covariance, correlation coefficient, functions of multivariate random variables, and multinomial distributions.

Keywords

Joint CDF

covariance

correlation coefficient

multinomial distribution

multivariate random variables

5.1 Introduction

We have so far been concerned with the properties of a single random variable defined on a given sample space. Sometimes we encounter problems that deal with two or more random variables defined on the same sample space. In this chapter we consider these multivariate systems. We first consider bivariate ...

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